+34.6%
OWL vs ZBH
-28.5%
+63.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | -6.4% | -4.9% | -1.5% | -4.7% |
| 30D | -5.0% | -3.2% | -1.8% | -3.8% |
| 3M | +15.4% | +5.8% | +9.6% | +12.6% |
| 6M | +15.5% | +2.0% | +13.5% | +13.6% |
| YTD | -22.7% | +5.8% | -28.5% | -25.1% |
| 1Y | -34.1% | -7.9% | -26.1% | -33.2% |
| 3Y | +5.1% | -19.4% | +24.4% | +10.7% |
| 5Y | -11.5% | -29.5% | +18.0% | -7.6% |
| All | +34.6% | -28.5% | +63.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling